Changeset 50ef8f6 in tol

Timestamp:

Oct 2, 2012, 5:53:47 PM (14 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

8891b0c

Parents:

a623204

Message:

Refs #1136
Adding function SvdMinimumResidualsSolve

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@5181 be4846ae-f051-483a-831f-b64e7d08527f

Location:

tol/bmath/blinalg

Files:

• linalg.cpp (modified) (1 diff)
• tol_blinalg.h (modified) (1 diff)

tol/bmath/blinalg/linalg.cpp

@@ -328 +328 @@
 
 //--------------------------------------------------------------------
+BMat SvdMinimumResidualsSolve(const BMat& A, const BMat& b)
+
+/*! Solves Ax=b using SVD decomposition
+ */
+//--------------------------------------------------------------------
+{
+  BText method = BText("Golub_Reinsch_Mod");
+  int r = A.Rows();
+  int c = A.Columns();
+  BMat U, V;
+  BDiagMatrix<BDat> D, Dp; 
+  D.Alloc(c);
+  U.Alloc(r,c);
+  V.Alloc(c,c);
+  gsl_SingularValueDecomposition(A,U,D,V, method);
+  Dp = D.P(Sqrt(DEpsilon()));
+  return(V*Dp*((b.T()*U).T()));
+}
+
+//--------------------------------------------------------------------
 BMat Kernel(const BMat& A)
 

tol/bmath/blinalg/tol_blinalg.h

@@ -69 +69 @@
   const BMat& b);
 
+BMat SvdMinimumResidualsSolve(const BMat& A, const BMat& b);
 
 BDat LinearLeastSquareSolve